+31.8%
WAT vs IRE
-98.1%
+129.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.4% | +14.0% | -0.2% |
| 7D | +0.6% | -31.8% | +32.4% | +1.1% |
| 30D | +5.4% | -71.8% | +77.2% | +6.7% |
| 3M | +11.3% | -88.9% | +100.2% | +13.4% |
| 6M | +37.4% | -95.4% | +132.8% | +40.6% |
| YTD | +21.2% | -94.2% | +115.4% | +22.0% |
| 1Y | +21.3% | -97.1% | +118.4% | +23.0% |
| All | +31.8% | -98.1% | +129.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling